Pages that link to "Item:Q2698586"
From MaRDI portal
The following pages link to Capital allocation with multivariate convex risk measures (Q2698586):
Displaying 11 items.
- On a capital allocation by minimization of some risk indicators (Q303736) (← links)
- The center of a convex set and capital allocation (Q319165) (← links)
- Capital allocation to alternatives with a multivariate ladder gamma return distribution (Q524896) (← links)
- Extended gradient of convex function and capital allocation (Q2083970) (← links)
- GlueVaR risk measures in capital allocation applications (Q2513627) (← links)
- OPTIMAL NUMERAIRES FOR RISK MEASURES (Q3502125) (← links)
- CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE‐TIME COHERENT RISK (Q3608733) (← links)
- AN EXTREME VALUE THEORY APPROACH TO THE ALLOCATION OF MULTIPLE ASSETS (Q4658677) (← links)
- AGGREGATION AND CAPITAL ALLOCATION FORMULAS FOR BIVARIATE DISTRIBUTIONS (Q5050856) (← links)
- Risk-Sensitive ICAPM With Application to Fixed-Income Management (Q5273713) (← links)
- (Q5324297) (← links)